Contagion effects in a chartist–fundamentalist model with time delays
In this paper two models of speculative markets are developed to study the effects of feedback mechanisms in financial markets. In the first model, a crash market model couples a linear chartist–fundamentalist model with time delays with a log-periodic market index I(t) through direct coupling. Nume...
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| Format: | article |
| Published: |
2007
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| Online Access: | http://hdl.handle.net/10725/3825 http://dx.doi.org/10.1016/j.physa.2007.02.007 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.sciencedirect.com/science/article/pii/S0378437107001355 |
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